Dr Simone Farinelli works at the intersection of mathematics, actuarial science, quantitative finance, risk management, Asset-Liability Management and Dynamic Financial Analysis. His professional experience spans life insurance, reinsurance, banking, energy, asset management, financial data and health insurance. Across these sectors, he has held senior responsibilities in quantitative risk management, treasury, investment controlling, ALM, financial modelling and pension-fund advisory.

At the Congress, he will present an integrated ALM/DFA framework combining financial-market scenario generation, asset projection, liability modelling and balance-sheet simulation. A realistic synthetic case study of a Swiss collective pension foundation will demonstrate how assets, pension liabilities, technical provisions, funding positions, cash flows and risk profiles can be analysed within a coherent system. The presentation will also address how selected elements of Geometric Arbitrage Theory can contribute to market-consistent scenario generation, stress testing and the analysis of market, credit and model risk.